Of Don Draper's downward spirals, Hamm says: "To consistently come in and be the bummer was always like, 'Oh, that's not fun.' But at the same time, it's been like the greatest obstacle course in the world."

As Mad Men enters its final seven episodes next month, all eyes are watching Jon Hamm — including Bryan Cranston.

"It's hard, man," Cranston told him. "It's hard to let it go. It'll hit you a couple of different ways at different times."

Hamm added that over the years, it's been exhausting to partake in Don Draper's downward spirals. "You're kind of hoping for redemption, and it's not forthcoming. … To consistently come in and be the bummer was always like, 'Oh, that's not fun.' But at the same time, it's been like the greatest obstacle course in the world. A puzzle to figure out."

The actor said that shooting the final episodes for the AMC series "was like senior year in high school. … 'We'll stay in touch!' 'I'll text you!' 'We'll see each other all the time!' And it's like, 'Will we really?' "

But beyond the role, he wondered, "Are people still going to take me seriously? Am I just going to do romantic comedies for the rest of my life? What's next? And I don't know, you know? I wish I was smug enough to have had a grand plan. I guess some people would say, 'OK, the last three years of Mad Men is going to be like this: I want to do a play. I want to do this. I want to do that.' I was just like, 'I want to do something that seems cool.' "